Despite 99.99999% of the population eating fatty unhealthy foods, you as a diabetic have to be that .00001%. Managing diabetes is a 24 hour a day, 7 days a week, 365 days a year job, that never lets up. I agree with people that you must treat yourself every now and again, but it still must be in moderation.
The first villian food that we all love including me, being from New York, is.....PIZZA!. I could eat it everyday all day if possible. The bad part for Diabetics is the large amount of fat in the pizza. You may give the correct amount of insulin for the immediate future, but that fat takes hours and hours to break down. I have been fine an hour later but 350 4-5 hours later. It is tricky and can throw your blood sugars into a loop for an extended period of time after that. The only possible solution is the delayed bolus feature on insulin pumps. I usually give about a quarter of the bolus at the time I eat it, and then 75% over 4 hours, and that works sometimes. Still, they are difficult waters to navigate, and if you are not experienced, it could spell disaster.
A good substitute is a healthy frozen pizza by Lean Cuisine, Kashi, or any other frozen food company that makes a healthy conscious pizza. Most have a good enough taste with minimal fat this is easy to control.
Stay in their super heroes. Always remember to keep things in perspective, and I know it sounds corny, but what doesn't kill ya can only make you stronger. By handling diabetes, there is nothing on this planet you can't do.
-CA
